Is there difference when using the shield or not?
Performance? No. There is no difference. The shields are there to keep debris from getting inside the bearing. I have many that have the shields on and many that have them removed. They play the same.
You should wash bearings shields removed.
I prefer my beatings without shields
I prefer playing with the shields for that I find it easier to clean,I mean you can put a whole drop of lube instead of using a needle.
Um, lube doesn’t clean. 
Anyway, I prefer no shields, too much hassle to take them off to clean them every time. 
Doesn’t seem to make a great deal of difference performance wise. I keep the shields on until something gets stuck inside at which point I remove them and never bother to put them back in. They’re a pain in the backside to remove and an even bigger pain to put back.
Yuki
Oops sorry I let my self get understood wrong when I said clean I meant lubricating,sorry,but that is my preference.
I prefer shields to be on the bearing. I just prefer things that way.
As far as performance, there’s been a few documented cases where some bearings(individual, not brands or lines) have performed better with the shields removed. This is often due to the shield being bent though.
In general, do what you feel is best. Even with the shields in on my kid’s protostar bearing, bits of cut hair(from a barber college) still got all the way into the yoyo and into the shielded bearing. I somehow question how effective the shields are at keeping crud out at times.
I always take the shields off my bearings it make it a lot easier to clean and lube. I also feel that it make the bearing less noisy.
I’d rather have a shield, but I guess whatever turns your crank…